UC WAR. CALL 09/24 WOO/ DE000HD0BN97 /
| 2024-08-02 9:40:16 PM | Chg.-1.810 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.220EUR | -22.54% | 6.330 Bid Size: 2,000 |
6.570 Ask Size: 2,000 |
Foot Locker Inc | 20.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0BN9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.77 |
|---|---|
| Intrinsic value: | 4.21 |
| Implied volatility: | 1.32 |
| Historic volatility: | 0.61 |
| Parity: | 4.21 |
| Time value: | 2.37 |
| Break-even: | 26.58 |
| Moneyness: | 1.21 |
| Premium: | 0.10 |
| Premium p.a.: | 1.10 |
| Spread abs.: | 0.24 |
| Spread %: | 3.79% |
| Delta: | 0.74 |
| Theta: | -0.04 |
| Omega: | 2.73 |
| Rho: | 0.01 |
Quote data
| Open: | 7.690 |
|---|---|
| High: | 7.690 |
| Low: | 6.120 |
| Previous Close: | 8.030 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.51% | ||
|---|---|---|---|
| 1 Month | +59.49% | ||
| 3 Months | +46.01% | ||
| YTD | -47.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.750 | 6.220 |
|---|---|---|
| 1M High / 1M Low: | 8.750 | 3.890 |
| 6M High / 6M Low: | 15.430 | 3.630 |
| High (YTD): | 2024-02-23 | 15.430 |
| Low (YTD): | 2024-04-30 | 3.630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.840 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.825 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.754 | |
| Avg. volume 6M: | .472 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.29% | |
| Volatility 6M: | 172.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
